spec. ml-factor-lgbm-12f-meta-label-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/ml-factor-lgbm-12f-meta-label-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 4.06 across 54 runs.
sharpe_ratio4.06 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
ML Factor 12f-Quality with Meta-Label Filter (JP Growth Stocks)
ml-factor-lgbm-12f-meta-label-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 4.06 across 54 runs.. Strategy: ML Factor 12f-Quality with Meta-Label Filter (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-12f-meta-label-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: ml-factor-lgbm-12f-meta-label-jp-growth-fact-regime-down (immutable)